+89.6%
CL vs CMI
+320.3%
-230.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +3.2% | +0.5% | +2.8% | +3.2% |
| 30D | +8.0% | -14.0% | +22.1% | +9.8% |
| 3M | +7.9% | -28.1% | +36.0% | +11.9% |
| 6M | +14.7% | -35.8% | +50.6% | +20.2% |
| YTD | +29.2% | -10.5% | +39.7% | +28.2% |
| 1Y | +29.5% | -1.9% | +31.4% | +26.6% |
| 3Y | +40.7% | +121.0% | -80.3% | +16.9% |
| 5Y | +43.9% | +114.6% | -70.7% | +18.9% |
| All | +89.6% | +320.3% | -230.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling